I have a very very basic question on the CDF and limits

  • Thread starter Thread starter Roni1985
  • Start date Start date
  • Tags Tags
    Cdf Limits
Click For Summary
SUMMARY

The discussion centers on the properties of cumulative distribution functions (CDFs) in relation to the functions G(x) = |x|/x and H(x) = arctan(x). It is established that G(x) is neither right continuous nor left continuous at x = 0 and x = 1, although it has left and right limits. Conversely, H(x) is right continuous but does not possess left limits, thus disqualifying both functions as valid CDFs. The conversation highlights the importance of understanding continuity and limits in the context of CDF properties.

PREREQUISITES
  • Understanding of cumulative distribution functions (CDFs)
  • Knowledge of limits and continuity in calculus
  • Familiarity with piecewise functions and their properties
  • Basic understanding of the arctangent function and its behavior
NEXT STEPS
  • Study the properties of cumulative distribution functions (CDFs) in detail
  • Learn about the concepts of right continuity and left limits in functions
  • Explore the behavior of piecewise functions and their continuity
  • Investigate the limits of the arctangent function and its implications in probability theory
USEFUL FOR

Students and educators in mathematics, particularly those studying probability theory and calculus, will benefit from this discussion. It is also useful for anyone seeking to deepen their understanding of continuity and limits in the context of statistical functions.

Roni1985
Messages
200
Reaction score
0

Homework Statement



1. For a random variable X, the function F defined by
F(x) = P(X <= x),−inf < x < inf
is called the cumulative distribution function of X. A property of every distribution function F is that
it is right continuous with left limits.
For the following functions, determine if they are right continuous and/or have left limits at the
indicated values. (A “yes” or “no” answer is insufficient. Justify your answers or no credit will be
given.)
(a) at x = 0 and x = 1 for G(x) = |x|/x .
(b) at x = 0 and x = 1 for H(x) = arctan(x).


Homework Equations



(a) at x = 0 and x = 1 for G(x) = |x|/x .
(b) at x = 0 and x = 1 for H(x) = arctan(x).

The Attempt at a Solution



Well, if we look at 'a', I was trying to find the limit when x->0+ and limit when x->0-. I am getting -1 and 1
but the function is not defined at x=0.
and it's not right continuous nor left continuous, and it has right and left limits, correct?

OR I don't get the question.

Can somebody tell me what I need to do here or lead me to the correct way ??

Thanks in advance,
Roni.
 
Physics news on Phys.org
That sounds fine to me. Except I would say lim 0+ of |x|/x is 1. It's the limit as x->0 from the positive direction, right? OR I don't get the question. Or I misunderstand your notation.
 
Dick said:
That sounds fine to me. Except I would say lim 0+ of |x|/x is 1. It's the limit as x->0 from the positive direction, right? OR I don't get the question. Or I misunderstand your notation.

yes, that's what I meant, from the positive side it's 1 and from the negative side it's -1.

So, this equation is not a CDF ? as far as I understand, a CDF is right continuous and has left limits . But this one is neither right nor left continuous and has left and right limits, right ?

now what about arctan(x) ?

As far as I know, arctan is continuous from -inf to inf. So, it's right continuous but doesn't have left limit, right ? So it's not a CDF either?
If so, why did the professor mention the CDF properties ? O_o
 
Uh, don't know. Maybe the question isn't really about CDF's but about concepts of continuity and limits and mentioning CDFs was just a motivation. As far as I know, a good CDF f(x) has the property that lim x->-infinity is 0 and lim x->infinity is 1. Neither of those functions is good in that respect.
 
Dick said:
Uh, don't know. Maybe the question isn't really about CDF's but about concepts of continuity and limits and mentioning CDFs was just a motivation. As far as I know, a good CDF f(x) has the property that lim x->-infinity is 0 and lim x->infinity is 1. Neither of those functions is good in that respect.

I see, I guess you are right .
Thank you very much for your help :)
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 12 ·
Replies
12
Views
3K
  • · Replies 10 ·
Replies
10
Views
2K
  • · Replies 11 ·
Replies
11
Views
2K
Replies
4
Views
2K
  • · Replies 10 ·
Replies
10
Views
1K
  • · Replies 11 ·
Replies
11
Views
3K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
3
Views
1K